Randomized gradient-free methods in convex optimization
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arXiv
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| Main Authors: | , , , , , |
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| Format: | Preprint |
| Published: |
2022
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| _version_ | 1866929499753414656 |
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| author | Gasnikov, Alexander Dvinskikh, Darina Dvurechensky, Pavel Gorbunov, Eduard Beznosikov, Aleksander Lobanov, Aleksandr |
| author_facet | Gasnikov, Alexander Dvinskikh, Darina Dvurechensky, Pavel Gorbunov, Eduard Beznosikov, Aleksander Lobanov, Aleksandr |
| contents | This review presents modern gradient-free methods to solve convex optimization problems. By gradient-free methods, we mean those that use only (noisy) realizations of the objective value. We are motivated by various applications where gradient information is prohibitively expensive or even unavailable. We mainly focus on three criteria: oracle complexity, iteration complexity, and the maximum permissible noise level. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2211_13566 |
| institution | arXiv |
| publishDate | 2022 |
| record_format | arxiv |
| spellingShingle | Randomized gradient-free methods in convex optimization Gasnikov, Alexander Dvinskikh, Darina Dvurechensky, Pavel Gorbunov, Eduard Beznosikov, Aleksander Lobanov, Aleksandr Optimization and Control This review presents modern gradient-free methods to solve convex optimization problems. By gradient-free methods, we mean those that use only (noisy) realizations of the objective value. We are motivated by various applications where gradient information is prohibitively expensive or even unavailable. We mainly focus on three criteria: oracle complexity, iteration complexity, and the maximum permissible noise level. |
| title | Randomized gradient-free methods in convex optimization |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2211.13566 |